+118.5%
KKR vs ALHC
-33.8%
+152.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.3% |
| 7D | -6.2% | -6.9% | +0.7% | -5.5% |
| 30D | -8.9% | -6.7% | -2.1% | -8.2% |
| 3M | +6.3% | -37.7% | +44.0% | +10.7% |
| 6M | +16.5% | -30.0% | +46.4% | +18.8% |
| YTD | -20.3% | -36.2% | +15.9% | -17.9% |
| 1Y | -29.8% | -22.9% | -6.9% | -29.3% |
| 3Y | +63.2% | +138.4% | -75.2% | +34.2% |
| 5Y | +68.0% | -32.8% | +100.7% | +54.7% |
| All | +118.5% | -33.8% | +152.3% | +98.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALHC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling